+133.6%
HOOD vs BABA
-50.1%
+183.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.1% | +3.2% | -0.9% |
| 7D | +3.8% | -12.7% | +16.5% | +9.7% |
| 30D | -26.4% | -14.9% | -11.5% | -21.5% |
| 3M | -14.3% | -24.6% | +10.4% | -4.8% |
| 6M | +3.9% | -29.3% | +33.3% | +17.3% |
| YTD | -28.1% | -35.0% | +7.0% | -16.0% |
| 1Y | -38.8% | -39.7% | +0.9% | -26.3% |
| 3Y | +888.5% | +21.2% | +867.3% | +707.5% |
| 5Y | +131.0% | -39.9% | +170.9% | +170.0% |
| All | +133.6% | -50.1% | +183.8% | +305.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BABA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling